The first time I thought I fell in love it wasn't love, it was infatuation. It was with an American actor who got fed up with me quite fast. He booted me over a dinner of lamb chops and mashed potato. I think the worst thing someone can say to you when they are dumping you is: "I've learned so much from you" - which he did say. "And I love you," he said next, and my only response, while crying, was to sob: "And I love mashed potato." I don't know what he must have thought.

I didn't have masses of success in my early romances. When I was 14 my first crush was a boy who lived on my road. We were going to go to a party together, and I was really excited. I had my hair done - I wanted an afro hairdo like Barbra Streisand in A Star is Born. But once they'd done it I looked just like a little old lady. Not surprisingly, he abandoned me halfway through the party to go off with someone called Tracy. But the most weird thing was that I morphed into Barbra Streisand and I talked to him as her. I don't know whether that was a way of protecting myself - I could deal with it as Barbra, but not as me.

I was in my 20s when I went out with Ian Dury. That was an interesting time. I have always chosen men who, apart from being very bright, were also untamable. There's something a bit wild and a bit unpredictable about them. Ian Dury was the most incredibly unpredictable of them all, and that's probably why that relationship didn't last longer than a year. But I like that because it keeps you on your toes. It was a long time after the golden years of Rhythm Stick, so it wasn't like going out with Robbie Williams. Equally, when I went out with Sam Mendes he was very much in the ascendant and hadn't reached those heights, so nobody noticed us then either.

Nick [Vivian, a film director] and I have been together 13 years, and I've only managed to tame him to a certain extent. Nick is a Cambridge graduate. I find that kind of university-educated intelligence very attractive. I've either gone for really rough lads or Oxbridge graduates. I'd do rough, and then I'd think: "I've had enough of that" and go for intelligence. When I was younger I felt quite unintelligent, and my older brother Clive used to call me thick. I certainly feel that he's influenced the men I've chosen to be with.

I have a boy and a girl. It's interesting seeing them grow up. I think boys, because their genitals are on the outside, are much more open, their emotions are much more obvious. Girls are much more conniving and internal. I can manipulate my son and bribe him, but not my daughter.

One of the things I love about men is the way they deal with things so straightforwardly. Like when they've got to make an excuse for not going to something - Nick just says: "I can't go" and that's it. There are so many things that I wouldn't have gone to if I'd been able to just say no like that. Men and women are very, very different. Men always want to be top dog. Society nurtures that. I'm not optimistic that that will ever change. The fact that we've only ever had one female prime minister tells us a lot.

And women get criticised so much more - like with Myra Hindley: when that happened we hardly ever heard anything about Ian Brady. We were so much more horrified by her than by him, because women are meant to be gentle. We're much crueller to women who don't meet our ideals.

• Annie Get Your Gun runs from 3 October to 2 January at the Young Vic, 020 7922 2922